CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7368 |
-0.0059 |
-0.8% |
0.7401 |
| High |
0.7427 |
0.7422 |
-0.0005 |
-0.1% |
0.7444 |
| Low |
0.7374 |
0.7368 |
-0.0006 |
-0.1% |
0.7323 |
| Close |
0.7379 |
0.7407 |
0.0028 |
0.4% |
0.7433 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0121 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.0% |
0.0000 |
| Volume |
45 |
21 |
-24 |
-53.3% |
74 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7561 |
0.7538 |
0.7437 |
|
| R3 |
0.7507 |
0.7484 |
0.7422 |
|
| R2 |
0.7453 |
0.7453 |
0.7417 |
|
| R1 |
0.7430 |
0.7430 |
0.7412 |
0.7442 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7405 |
| S1 |
0.7376 |
0.7376 |
0.7402 |
0.7388 |
| S2 |
0.7345 |
0.7345 |
0.7397 |
|
| S3 |
0.7291 |
0.7322 |
0.7392 |
|
| S4 |
0.7237 |
0.7268 |
0.7377 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7719 |
0.7500 |
|
| R3 |
0.7642 |
0.7598 |
0.7466 |
|
| R2 |
0.7521 |
0.7521 |
0.7455 |
|
| R1 |
0.7477 |
0.7477 |
0.7444 |
0.7499 |
| PP |
0.7400 |
0.7400 |
0.7400 |
0.7411 |
| S1 |
0.7356 |
0.7356 |
0.7422 |
0.7378 |
| S2 |
0.7279 |
0.7279 |
0.7411 |
|
| S3 |
0.7158 |
0.7235 |
0.7400 |
|
| S4 |
0.7037 |
0.7114 |
0.7366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7485 |
0.7368 |
0.0117 |
1.6% |
0.0048 |
0.6% |
33% |
False |
True |
25 |
| 10 |
0.7485 |
0.7323 |
0.0162 |
2.2% |
0.0053 |
0.7% |
52% |
False |
False |
19 |
| 20 |
0.7579 |
0.7323 |
0.0256 |
3.5% |
0.0050 |
0.7% |
33% |
False |
False |
18 |
| 40 |
0.7680 |
0.7323 |
0.0357 |
4.8% |
0.0039 |
0.5% |
24% |
False |
False |
13 |
| 60 |
0.7797 |
0.7323 |
0.0474 |
6.4% |
0.0032 |
0.4% |
18% |
False |
False |
10 |
| 80 |
0.7800 |
0.7323 |
0.0477 |
6.4% |
0.0028 |
0.4% |
18% |
False |
False |
9 |
| 100 |
0.7938 |
0.7323 |
0.0615 |
8.3% |
0.0027 |
0.4% |
14% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7652 |
|
2.618 |
0.7563 |
|
1.618 |
0.7509 |
|
1.000 |
0.7476 |
|
0.618 |
0.7455 |
|
HIGH |
0.7422 |
|
0.618 |
0.7401 |
|
0.500 |
0.7395 |
|
0.382 |
0.7389 |
|
LOW |
0.7368 |
|
0.618 |
0.7335 |
|
1.000 |
0.7314 |
|
1.618 |
0.7281 |
|
2.618 |
0.7227 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7403 |
0.7420 |
| PP |
0.7399 |
0.7415 |
| S1 |
0.7395 |
0.7411 |
|